9 #ifndef __IPORIGIPOPTNLP_HPP__ 10 #define __IPORIGIPOPTNLP_HPP__ 53 const std::string& prefix);
74 return nlp_->GetWarmStartIterate(warm_start_iterate);
252 Number regularization_size,
Number * x
Input: Starting point Output: Optimal solution.
CachedResults< SmartPtr< const Vector > > c_cache_
Equality constraint residuals.
SmartPtr< const Vector > orig_x_U_
Original unmodified upper bounds on x.
virtual SmartPtr< const Vector > c(const Vector &x)
Equality constraint residual.
bool jac_d_constant_
Flag indicating if we need to ask for inequality constraint Jacobians only once.
const TimedTask & f_eval_time() const
virtual SmartPtr< const Matrix > jac_d(const Vector &x)
Jacobian Matrix for inequality constraints.
Specialized CompoundVector class specifically for the algorithm iterates.
Class for all IPOPT specific calculated quantities.
CachedResults< SmartPtr< const Vector > > d_cache_
Inequality constraint residual (reformulated as equalities with slacks.
virtual SmartPtr< const Vector > d_L() const
Lower bounds on d.
void ResetTimes()
Reset the timing statistics.
SmartPtr< const Matrix > Px_L_
Permutation matrix (x_L_ -> x)
const TimedTask & jac_c_eval_time() const
bool jac_c_constant_
Flag indicating if we need to ask for equality constraint Jacobians only once.
virtual SmartPtr< const Vector > x_L() const
Lower bounds on x.
SmartPtr< const MatrixSpace > jac_d_space_
This class is used to collect timing information for a particular task.
SmartPtr< const MatrixSpace > px_u_space_
virtual bool GetWarmStartIterate(IteratesVector &warm_start_iterate)
Method accessing the GetWarmStartIterate of the NLP.
virtual Index f_evals() const
const TimedTask & h_eval_time() const
AlgorithmMode
enum to indicate the mode in which the algorithm is
const TimedTask & jac_d_eval_time() const
const TimedTask & c_eval_time() const
double Number
Type of all numbers.
SmartPtr< const VectorSpace > d_l_space_
SmartPtr< const SymMatrixSpace > scaled_h_space_
SmartPtr< const VectorSpace > x_u_space_
SmartPtr< const MatrixSpace > scaled_jac_c_space_
bool initialized_
Flag indicating if initialization method has been called.
TimedTask grad_f_eval_time_
EJournalLevel
Print Level Enum.
TimedTask jac_d_eval_time_
SmartPtr< const VectorSpace > x_l_space_
virtual SmartPtr< const Vector > d(const Vector &x)
Inequality constraint residual (reformulated as equalities with slacks.
CachedResults< SmartPtr< const Vector > > unscaled_x_cache_
Unscaled version of x vector.
HessianApproximationType hessian_approximation_
Flag indicating what Hessian information is to be used.
virtual ~OrigIpoptNLP()
Default destructor.
virtual void AdjustVariableBounds(const Vector &new_x_L, const Vector &new_x_U, const Vector &new_d_L, const Vector &new_d_U)
Method for adapting the variable bounds.
SmartPtr< const MatrixSpace > scaled_jac_d_space_
CachedResults< SmartPtr< const Matrix > > jac_d_cache_
Jacobian Matrix for inequality constraints (current iteration)
bool honor_original_bounds_
Flag indicating whether the primal variables should be projected back into original bounds are optimi...
virtual bool Initialize(const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
Initialize - overloaded from IpoptNLP.
virtual SmartPtr< const Matrix > Pd_L() const
Permutation matrix (d_L_ -> d)
Number TotalFunctionEvaluationWallclockTime() const
Template class for Smart Pointers.
This class stores a list of user set options.
virtual SmartPtr< const SymMatrix > uninitialized_h()
Provides a Hessian matrix from the correct matrix space with uninitialized values.
SolverReturn
enum for the return from the optimize algorithm (obviously we need to add more)
bool IntermediateCallBack(AlgorithmMode mode, Index iter, Number obj_value, Number inf_pr, Number inf_du, Number mu, Number d_norm, Number regularization_size, Number alpha_du, Number alpha_pr, Index ls_trials, SmartPtr< const IpoptData > ip_data, SmartPtr< IpoptCalculatedQuantities > ip_cq)
SmartPtr< const Vector > x_L_
Lower bounds on x.
virtual SmartPtr< const Vector > x_U() const
Upper bounds on x.
SmartPtr< const Vector > d_L_
Lower bounds on d.
SmartPtr< NLP > nlp_
Pointer to the NLP.
virtual bool InitializeStructures(SmartPtr< Vector > &x, bool init_x, SmartPtr< Vector > &y_c, bool init_y_c, SmartPtr< Vector > &y_d, bool init_y_d, SmartPtr< Vector > &z_L, bool init_z_L, SmartPtr< Vector > &z_U, bool init_z_U, SmartPtr< Vector > &v_L, SmartPtr< Vector > &v_U)
Initialize (create) structures for the iteration data.
virtual SmartPtr< const SymMatrixSpace > HessianMatrixSpace() const
Accessor method to obtain the MatrixSpace for the Hessian matrix (or it's approximation) ...
HessianApproximationType
enumeration for the Hessian information type.
SmartPtr< const Matrix > Pd_L_
Permutation matrix (d_L_ -> d)
SmartPtr< const Journalist > jnlst_
journalist
SmartPtr< const Vector > d_U_
Upper bounds on d.
virtual Index h_evals() const
const TimedTask & grad_f_eval_time() const
virtual SmartPtr< const Matrix > Px_L() const
Permutation matrix (x_L_ -> x)
HessianApproximationSpace
enumeration for the Hessian approximation space.
SmartPtr< const MatrixSpace > pd_u_space_
Class to organize all the data required by the algorithm.
SmartPtr< const SymMatrixSpace > h_space_
SmartPtr< NLP > nlp()
Accessor method to the underlying NLP.
void PrintTimingStatistics(Journalist &jnlst, EJournalLevel level, EJournalCategory category) const
virtual Index d_evals() const
virtual Number f(const Vector &x)
Accessor methods for model data.
virtual SmartPtr< const Matrix > Px_U() const
Permutation matrix (x_U_ -> x.
SmartPtr< const Vector > get_unscaled_x(const Vector &x)
Method for getting the unscaled version of the x vector.
void operator=(const OrigIpoptNLP &)
Overloaded Equals Operator.
int Index
Type of all indices of vectors, matrices etc.
virtual SmartPtr< const SymMatrix > h(const Vector &x, Number obj_factor, const Vector &yc, const Vector &yd)
Hessian of the Lagrangian.
SmartPtr< const VectorSpace > d_space_
CachedResults< SmartPtr< const Matrix > > jac_c_cache_
Jacobian Matrix for equality constraints (current iteration)
SmartPtr< const Matrix > Px_U_
Permutation matrix (x_U_ -> x.
virtual Index jac_d_evals() const
void FinalizeSolution(SolverReturn status, const Vector &x, const Vector &z_L, const Vector &z_U, const Vector &c, const Vector &d, const Vector &y_c, const Vector &y_d, Number obj_value, const IpoptData *ip_data, IpoptCalculatedQuantities *ip_cq)
Solution Routines - overloaded from IpoptNLP.
virtual SmartPtr< const Vector > d_U() const
Upper bounds on d.
Number TotalFunctionEvaluationCpuTime() const
CachedResults< SmartPtr< const Vector > > grad_f_cache_
Gradient of the objective function.
CachedResults< Number > f_cache_
Objective function.
TimedTask jac_c_eval_time_
virtual void GetSpaces(SmartPtr< const VectorSpace > &x_space, SmartPtr< const VectorSpace > &c_space, SmartPtr< const VectorSpace > &d_space, SmartPtr< const VectorSpace > &x_l_space, SmartPtr< const MatrixSpace > &px_l_space, SmartPtr< const VectorSpace > &x_u_space, SmartPtr< const MatrixSpace > &px_u_space, SmartPtr< const VectorSpace > &d_l_space, SmartPtr< const MatrixSpace > &pd_l_space, SmartPtr< const VectorSpace > &d_u_space, SmartPtr< const MatrixSpace > &pd_u_space, SmartPtr< const MatrixSpace > &Jac_c_space, SmartPtr< const MatrixSpace > &Jac_d_space, SmartPtr< const SymMatrixSpace > &Hess_lagrangian_space)
Accessor method for vector/matrix spaces pointers.
This class maps the traditional NLP into something that is more useful by Ipopt.
Number TotalFunctionEvaluationSysTime() const
Class responsible for all message output.
OrigIpoptNLP()
Default Constructor.
bool hessian_constant_
Flag indicating if we need to ask for Hessian only once.
SmartPtr< const Vector > orig_x_L_
Original unmodified lower bounds on x.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Called by IpoptType to register the options.
virtual Index grad_f_evals() const
virtual Index jac_c_evals() const
SmartPtr< const VectorSpace > d_u_space_
void relax_bounds(Number bound_relax_factor, Vector &bounds)
relax the bounds by a relative move of relax_bound_factor.
bool check_derivatives_for_naninf_
Flag indicating whether it is desired to check if there are Nan or Inf entries in first and second de...
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before...
CachedResults< SmartPtr< const SymMatrix > > h_cache_
Hessian of the lagrangian (current iteration)
SmartPtr< const MatrixSpace > px_l_space_
SmartPtr< const VectorSpace > x_space_
Necessary Vector/Matrix spaces.
virtual SmartPtr< const Matrix > Pd_U() const
Permutation matrix (d_U_ -> d.
SmartPtr< const MatrixSpace > pd_l_space_
virtual SmartPtr< const Vector > grad_f(const Vector &x)
Gradient of the objective.
const TimedTask & d_eval_time() const
SmartPtr< const MatrixSpace > jac_c_space_
virtual Index c_evals() const
This is the abstract base class for classes that map the traditional NLP into something that is more ...
Number bound_relax_factor_
relaxation factor for the bounds
SmartPtr< const VectorSpace > c_space_
virtual SmartPtr< const VectorSpace > x_space() const
x_space
HessianApproximationSpace hessian_approximation_space_
Flag indicating in which space Hessian is to be approximated.
EJournalCategory
Category Selection Enum.
virtual SmartPtr< const Matrix > jac_c(const Vector &x)
Jacobian Matrix for equality constraints.
SmartPtr< const Vector > x_U_
Upper bounds on x.
SmartPtr< const Matrix > Pd_U_
Permutation matrix (d_U_ -> d.